The Uncarved Block (mobile edition)

next>> [Last update: 2008-07-29 11:11:55 GMT] [40 articles in total] [show 5 10 per page]

[Your hexagrams are number 19: Lin - Approach and 19: Lin - Approach]

Changing to a kinesis keyboard

I thought I would never find a keyboard that I liked better than Typematrix, but I may have to eat my words...

A Functional Test Harness

Using monads to thread state, we make a purely functional version of the test harness

Towards a more idiomatic FP pricer

Taking advice from a real expert, the pricer becomes more idiomatic

A Simple Ocaml test harness

It's nice to be able to write tests for code as you go along, so you need a test harness...

Ocaml objects part 2

Parameter objects make more sense when we pass piecewise functions to the pricer

Ocaml objects part 1

Writing some objects in ocaml, we begin to make the pricer more flexible

Testing for put/call parity

Now let's check the prices from the ocaml Monte-Carlo pricer against the most obvious arbitrage relationship

Using Ocaml in Practice

Starting to learn how to make ocaml programs that are not just toys, and extending the derivatives pricer further

Partial Function Application is not Currying

These two related concepts are often confused. Until yesterday I thought they were the same thing myself.

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